NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4.674 4.687 0.013 0.3% 4.548
High 4.710 4.739 0.029 0.6% 4.713
Low 4.603 4.667 0.064 1.4% 4.504
Close 4.647 4.738 0.091 2.0% 4.678
Range 0.107 0.072 -0.035 -32.7% 0.209
ATR 0.125 0.122 -0.002 -1.9% 0.000
Volume 2,234 2,506 272 12.2% 15,478
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.931 4.906 4.778
R3 4.859 4.834 4.758
R2 4.787 4.787 4.751
R1 4.762 4.762 4.745 4.775
PP 4.715 4.715 4.715 4.721
S1 4.690 4.690 4.731 4.703
S2 4.643 4.643 4.725
S3 4.571 4.618 4.718
S4 4.499 4.546 4.698
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.259 5.177 4.793
R3 5.050 4.968 4.735
R2 4.841 4.841 4.716
R1 4.759 4.759 4.697 4.800
PP 4.632 4.632 4.632 4.652
S1 4.550 4.550 4.659 4.591
S2 4.423 4.423 4.640
S3 4.214 4.341 4.621
S4 4.005 4.132 4.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.739 4.586 0.153 3.2% 0.092 1.9% 99% True False 2,890
10 4.739 4.473 0.266 5.6% 0.116 2.4% 100% True False 2,944
20 4.785 4.250 0.535 11.3% 0.110 2.3% 91% False False 2,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.045
2.618 4.927
1.618 4.855
1.000 4.811
0.618 4.783
HIGH 4.739
0.618 4.711
0.500 4.703
0.382 4.695
LOW 4.667
0.618 4.623
1.000 4.595
1.618 4.551
2.618 4.479
4.250 4.361
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4.726 4.713
PP 4.715 4.688
S1 4.703 4.663

These figures are updated between 7pm and 10pm EST after a trading day.

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